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Implicit Functions
1.1
Examples
1
(3 + 9 + 4xex ).
2x
1
(3 + 9 4xex ).
2x
y = 1 x2 ,
whose domain can be enlarged to x (1, 1).
2. Around (x2 = 0, y2 = 1) this equation determines the explicit
function
y = 1 x2 ,
whose domain can be enlarged to x (1, 1).
3. Around (x3 = 1, y3 = 0) this equation determines the explicit function
q
x=
1 y2,
x = 1 y2,
whose domain can be enlarged to y (1, 1).
1.2
So our question is: Suppose a function G(x, y) is given. Consider the equation
G(x0 , y0 ) = c.
Does there exists a function y = y(x) defined on some interval (x0 , x0 + )
such that G(x, y(x)) c?
Or
Does there exists a function x = x(y) defined in an interval (y0 , y0 + )
such that G(x(y), y) c?
Such a function y = y(x) (or x = x(y)) is called implicit function defined
by the equation G(x, y) = c around the point (solution) (x0 , y0 ). The graph
of implicit function must be a locus the level curve G(x, y) = c.
2
This picture shows that y(x) does not exist around the point A of the
level curve G(x, y) = c (note that x = x(y) does not exist around D).
Why so? What is wrong, with A? Because around A the level curve
G(x, y) = c can not pass the vertical line test (the horizontal line test for D).
Note that the tangent line at A is vertical, and this means that the gradient
at A is horizontal, and this means that Gy (A) = 0. This is wrong with A!
And what is wrong with D?
Theorem 1 Suppose a point (x , y ) R2 is a particular solution of G(x , y ) =
c and G
(x , y ) 6= 0. Then the equation
y
G(x, y) = c
determines the function y = y(x) defined on some interval I = (x , x + )
about the point x such that
(a) G(x, y(x)) c for all x I;
(b) y(x ) = y ;
G
(x ,y )
x
(c) y 0 (x ) = G
.
(x ,y )
y
Proof. We prove the implication (a), (b) (c). So, suppose we have
y(x) such that y(x ) = y and G(x, y(x)) = c for all x I. Differentiating
G(x, y(x)) = c with respect to x at x we obtain
dx G
dy
G
(x , y(x ))
+
(x , y(x )) (x ) = 0,
x
dx
y
dx
or
G
G
(x , y ) +
(x , y ) y 0 (x ) = 0,
x
y
G
(x , y )
x
G
(x , y )
y
x.
1
0.3 = 3.02.
15
By the way, G(4.3, 3.2) = 0.0756 6= 0, that is our point but our point(x1 , y1 ) =
(4.3, 3.2) does not lay exactly on the level curve G(x, y) = 0, but y(4.3) 3.2
is just an approximation!
1.3
G
(x1 , ..., xk , y )
y
y
xi
(x1 ,...,x ,y )
k
i
= x
.
G
(x ,...,x ,y )
y
Proof. We prove the implication (a), (b) (c). So, suppose we have
y(x1 , ..., xk ) such that G(x1 , ..., xk , y(x1 , ..., xk )) c for all x B x and
y(x1 , ..., xk ) = y . Differentiating G(x1 , ..., xk , y) = c with respect to xi at x
we obtain
G
G
y
(x , y(x ))
(x , y(x )) +
(x ) = 0,
xi
y
xi
solving from this equation
y
(x )
xi
we obtain (c).
and
y
zy (0.5, 0, 0.6614378278) = G
(0.5, 0, 0.6614378278),
Gz
Gy (0.5,0,0.6614378278)
2.500000000
Gz (0.5,0,0.6614378278) = 1.312500000 = 0.4960783708.
1.4
Regular Points
For a given smooth enough function G(x, y) the equation G(x, y) = c defines
the smooth curve, the level curve. Suppose a point (x , y ) lays on this curve,
i.e. is a solution of this equation.
1. If for (x , y ) one has
G
(x , y ) 6= 0
y
G
(x , y ) 6= 0
x
then the locus of level curve G(x, y) = c around (x , y ) can be thought of as
the graph of a function x = x(y), and the slope of this curve is
G
(x , y )
y
(x , y ).
G
x
G
(x , y ) 6= 0
y
and
G
(x , y ) 6= 0
x
then the locus of level curve G(x, y) = c around (x , y ) can be thought of as
the graph of a function y = y(x) and y = y(x), and the slope of this curve
at (x , y ) with respect to x axis is:
G
(x , y )
x
G
(x , y )
y
1.5
Proof. Recall that the tangent vector of a curve (x(t), y(t)) is (x0 (t), y 0 (t)).
Suppose G(x , y ) = c and Gy (x , y ) 6= 0, then there exists implicit
function y = y(x) around x , i.e. G(x, y(x)) = c. Thus this level curve is
given by (x, y(x)) locally around x . Then its tangent vector at (x , y ) is
given by
Gx (x , y )
),
(x0 , y 0 (x)) = (1,
Gy (x , y )
this vector is parallel to (Gy (x , y ), Gx (x , y )).
Corollary 1 At a regular point the gradient is orthogonal to level curve.
Proof.
G(x , y ) (Gy (x , y ), Gx (x , y ) =
(Gx (x , y ), Gy (x , y ) (Gy (x , y ), Gx (x , y ) =
Gx (x , y ) Gy (x , y ) Gy (x , y ) Gx (x , y ) = 0.
Important Example. Let F (x, y) = x2 + y 2 and G(x, y) = x y. Find
a point (x , y ) on the level curve G(x, y) = 1 and c such that the curves
G(x, y) = 1 and F (x, y) = c touch each other at the point (x , y ).
Solution. The slope of tangent line of G(x, y) = 1 at (x , y ) is
Gx (x , y )
Gy (x , y )
Fx (x , y )
.
Fy (x , y )
Gx (x ,y )
Fx (x ,y )
Gy (x ,y ) = Fy (x ,y )
G(x , y ) = 1
x = 2y
x y =1
1.6
G
G
(x , y )x +
(x , y ))y.
x
y
G
(x , y )
y
x
G
,
x
(x , y )
y
G
(x , y )
x
x.
G
(x , y )
y
In economics the slope of the tangent line to the level curve G(x, y) = c
at (x , y ) is called marginal rate of substitution MRS, it is given by the
derivative of implicit function y = y(x)
G
(x , y )
.
(x , y )
y
x
M RS = G
(x , y )
(x , y )
y
x
U
f
(2, 0)
y
fx (2, 0)
4
y
M RS =
= = 1,
x
fy (2, 0)
4
thus y = M RS x = 1 x = 0.5
10
1.7
a11 x1
a x
21 1
...
am1 x1
+
+
...
+
...
...
...
...
+ a1n xn
+ a2n xn
...
...
+ amn xn
+ b11 y1
+ b21 y1
...
...
+ bm1 y1
+
+
...
+
...
...
...
...
+ b1m ym
+ b2m ym
...
...
+ bmm ym
=
=
...
=
c1
c2
...
cm
b11
det ...
bm1
...
...
...
b1m
...
6 0.
=
bmm
yi
(x1 , ..., xn )?
xj
...
Fm
y1
F1
... y
m
... ...
Fm
... ym
yi
Furthermore, the derivatives x
can be solved from the system of linear
k
equations
F1
F1
y1
F1
...
y1
ym
x
xk
k
=
... ...
...
...
(2)
...
Fm
F1
ym
Fm
...
y1
ym
xk
xk
F1
y1
=
...
y1
xk
...
Fm
y1
ym
xk
1 F1
xk
...
F1
... y
m
... ...
F1
... y
m
Fm
xk
or by Cramers rule (Here all the matrices evaluated at (x1 , ..., xn , y1 , ..., ym
)).
xk
F2
+
+
...
+
xk
...
Fm
xk
y1
x
+
k
y1
xk +
...
...
y1
Fm
xk +
y1
F1
y1
F2
y1
...
...
...
...
m
y
= 0
xk
ym
xk = 0
...
... ...
Fm ym
xk = 0
ym
F1
ym
F2
ym
+
+
...
+
x
F2
x
F1
y
F2
y
The determinant
F1
z
F2
z
F
1
x
F2
F1
y
F2
y
3x2 y x3 1
1
2y 3z 2
6 1 1
1 4 1
6 1
=
= 23 6= 0,
1 4
so the Implicit Function Theorem asserts the existence of a solution x(z) and
y(z) as functions of exogenous variable z.
Now calculate derivatives x0 (1) = xz (1) and y 0 (1) = yz (1):
F
1
x
F2
x
F1
y
F2
y
x0 (1)
y 0 (1)
12
1
F
z
F2
z
6 1
1 4
x0 (1)
y 0 (1)
1
3
7
and the solution gives x0 (1) = 23
, y 0 (1) = 19
.
23
Now we are ready to estimate x(1.1) and y(1.1) by linear approximation:
7
0.1 = 1.03,
23
19
0.1 = 1.91.
23
Finally we obtain the estimation of new solution (x = 1.03, y = 1.91, z = 1.1).
y(1.1) y(1) + y 0 (1) 0.1 = 2 +
xz + yvz 2 = 2
(x = 1, y = 1, z = 1, v = 1) is a solution.
(a) Can you estimate a new solution which correspond to y = 1.1 and
v = 1.2?
(b) Can you estimate a new solution which correspond to x = 1.1 and
y = 1.2?
Solution. Take F1 (x, y, z) = xz 3 + y 2 v 4 , F2 (x, y, z) = xz + yvz 2 .
Evaluating the whole Jacobian at (x = 1, y = 1, z = 1, v = 1) we obtain
F
1
x
F2
x
F1
y
F2
y
F1
z
F2
z
F1
v
F2
v
=
(1,1,1,1)
z 3 2yv 4
3xz 2
4y 2 v 3
2
z vz
x + 2yvz yz 2
1 2 3 4
1 1 3 1
=
(1,1,1,1)
F1
x
F2
F1
z
F2
z
(1,1,1,1)
1 3
=
1 3
= 0,
so the Implicit Function Theorem does not alow to express x and z as functions of Y and v.
(b) The determinant
F1
z
F2
F1
v
F2
v
(1,1,1,1)
3 4
=
3 1
= 9 6= 0,
F1
z
F2
z
F1
v
F2
v
zx (1, 1)
vx (1, 1)
1
F
x
2
F
x
3 4
3 1
zx (1, 1)
vx (1, 1)
1
1
, vx (1, 1) = 0.
and the solution gives zx (1, 1) = 1
3
Similarly, for zy and vy we have the system
F1
z
F2
z
F1
v
F2
v
zy (1, 1)
vy (1, 1)
1
F
y
F2
y
3 4
3 1
zy (1, 1)
vy (1, 1)
2
,
9
2
1
vx (1, 1) = 1.
14
Inverse Function*
and
f (g(y)) = y
= y.
15
2.1
A=
a11 a12
a21 a22
...
...
am1 am2
... a1n
... a2n
... ...
... amn
2.2
DF = ...
fn
x1
...
...
...
f1
xn
...
fn
xn
DF =
2x 2y
2y 2x
DF =
1
ey
ex 1
17
Exercises
1. Consider the equation x3 + 3y 2 + 4xz 2 3z 2 y = 1. Does this equation
define z as a function of x and y:
(a) In a neighborhood of x = 1, y = 1?
(b) In a neighborhood of x = 1, y = 0?
(c) In a neighborhood of x = 0.5, y = 0?
z
z
If so, compute x
and y
at that point.
2. Consider the function F (x1 , x2 , y) = x21 x22 + y 3 .
(a) If x1 = 6 and x2 = 3, find a y which satisfies F (x1 , x2 , y) = 0.
(b) Does this equation define y as an implicit function of x1 and x2 near
x1 = 6, x2 = 3?
y
y
(c) If so, compute x
(6, 3) and x
(6, 3)
1
2
(d) If x1 increases to 6.2 and x2 decreases to 2.9, estimate the corresponding change of y.
3. Show that if for functions f (x, y) and g(x, y) one has fx = gy and
fy = gx , then level curves of f and g intersect orthogonally.
4. One solution of the system
2x2 + 3xyz 4uv = 16,
x + y + 3z + u v = 10
is x = 1, y = 2, z = 3, u = 0, v = 1. If one varies u and v near their original
values and plugs these new values into this system, can one find unique values
of x, y and z that still satisfy this system? Explain.
prime minister discovers that the variable z (output of beaver pelts) can be
controlled by simple decree.
a) If the prime minister raises z to 1.1, use calculus to estimate the change
in x and y.
b) If x were in the control of the prime minister and not y or z, explain
why you cannot use this method to estimate the effect of reducing x from 3
to 2.95.
3x2 yz = 12
Homework
Exercise 15.6 from [SB], Exercise 15.9 from [SB], Exercise 15.13 from [SB],
Exercise 15.22 from [SB], Exercise 15.24 from [SB].
19
Short Summary
Implicit Function
Implicit Function Theorem in R1 If G(x , y ) = c and G
(x , y ) 6= 0,
y
then y = y(x) on (x , x + ) s.t. G(x, y(x)) c, y(x ) = y and
G
(x ,y )
x
y 0 (x ) = G
.
(x ,y )
y
y
xi
G
(x1 ,...,xk ,y )
xi
G
(x1 ,...,xk ,y )
y
................
and
F1
y1
...
Fm
y1
F1
... y
m
... ...
m
... F
ym
6= 0,
)
(x1 ,...,xn ,y1 ,...,ym
then y1 (x1 , ..., xn ), ... , ym (x1 , ..., xn ) on B (x , Y ) s.t. for all i = 1, ..., m
Fi (x1 , ..., xn , y1 (x1 , ..., xn ), ..., ym (x1 , ..., xn )) ci , yi (x1 , ..., xn ) = yi
and
yi
xk
...
Fm
y1
y1
F1
F1
... y
xk
xk
m
= ...
...
... ...
.
F1
ym
Fm
... y
xk
xk
m
(x ,y )
x
Marginal Rate of Substitution y M RS x = G
x.
(x ,y )
y
20